exchanges-wrapper 2.1.21rc2__tar.gz → 2.1.22__tar.gz

{exchanges-wrapper-2.1.21rc2 → exchanges_wrapper-2.1.22}/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.3
 Name: exchanges-wrapper
-Version: 2.1.21rc2
+Version: 2.1.22
 Summary: REST API and WebSocket asyncio wrapper with grpc powered multiplexer server
 Author-email: Thomas Marchand <thomas.marchand@tuta.io>, Jerry Fedorenko <jerry.fedorenko@yahoo.com>
 Requires-Python: >=3.9
@@ -11,15 +11,15 @@ Classifier: License :: OSI Approved :: MIT License
 Classifier: Operating System :: Unix
 Classifier: Operating System :: Microsoft :: Windows
 Classifier: Operating System :: MacOS
-Requires-Dist: crypto-ws-api==2.0.15rc1
+Requires-Dist: crypto-ws-api==2.0.15
 Requires-Dist: pyotp==2.9.0
 Requires-Dist: simplejson==3.19.3
 Requires-Dist: toml~=0.10.2
-Requires-Dist: aiohttp~=3.11.2
+Requires-Dist: aiohttp~=3.11.11
 Requires-Dist: websockets==14.1
 Requires-Dist: expiringdict~=1.2.2
 Requires-Dist: ujson~=5.10.0
-Requires-Dist: betterproto==2.0.0b6
+Requires-Dist: betterproto==2.0.0b7
 Requires-Dist: grpclib~=0.4.7
 Project-URL: Source, https://github.com/DogsTailFarmer/exchanges-wrapper
 
@@ -37,10 +37,10 @@ Project-URL: Source, https://github.com/DogsTailFarmer/exchanges-wrapper
 <a href="https://sonarcloud.io/summary/new_code?id=DogsTailFarmer_exchanges-wrapper" target="_blank"><img alt="sonarcloud" title="sonarcloud" src="https://sonarcloud.io/api/project_badges/measure?project=DogsTailFarmer_exchanges-wrapper&metric=alert_status"/></a>
 <a href="https://pepy.tech/project/exchanges-wrapper" target="_blank"><img alt="Downloads" title="Downloads" src="https://static.pepy.tech/badge/exchanges-wrapper/month"/></a>
 ***
-From `v1.4.0` must be updated `exch_srv_cfg.toml`
+From `2.1.21` must be updated `exch_srv_cfg.toml` from `exchanges_wrapper/exch_srv_cfg.toml.template`
 ***
 
-## exchanges-wrapper vs binance.py
+## exchanges-wrapper vs [binance.py](https://github.com/Th0rgal/binance.py)
 The main difference is the development of the project for trading with many exchanges.
 
 Next is adding a new module ```exchanges_wrapper/exch_srv.py``` as a multiplexer layer, providing simultaneous async interaction for many accounts
@@ -65,11 +65,8 @@ Served methods describes into ```example/exch_client.py```
 - Adaptive algorithm to ensure maximum performance and avoid exceeding the rates limits
 - Passthrough logging
 - WSS keepalive
-- Reuse session for new client sessions
-- Utilizing Websocket API (bidirectional) for the most commonly used methods:
-    + Binance ws-api/v3
-    + Bitfinex Websocket Authenticated Inputs v2
-    + OKX WS v5
+- Reuse session for new client connections
+- [Utilizing Websocket API (bidirectional) for the most commonly used methods:](https://github.com/DogsTailFarmer/crypto-ws-api)
 
 ## Extra exchanges implementation features
 - Binance REST API and WSS are accepted as basic, connection of other exchanges wrapped their API to Binance compatible

{exchanges-wrapper-2.1.21rc2 → exchanges_wrapper-2.1.22}/README.md

@@ -12,10 +12,10 @@
 <a href="https://sonarcloud.io/summary/new_code?id=DogsTailFarmer_exchanges-wrapper" target="_blank"><img alt="sonarcloud" title="sonarcloud" src="https://sonarcloud.io/api/project_badges/measure?project=DogsTailFarmer_exchanges-wrapper&metric=alert_status"/></a>
 <a href="https://pepy.tech/project/exchanges-wrapper" target="_blank"><img alt="Downloads" title="Downloads" src="https://static.pepy.tech/badge/exchanges-wrapper/month"/></a>
 ***
-From `v1.4.0` must be updated `exch_srv_cfg.toml`
+From `2.1.21` must be updated `exch_srv_cfg.toml` from `exchanges_wrapper/exch_srv_cfg.toml.template`
 ***
 
-## exchanges-wrapper vs binance.py
+## exchanges-wrapper vs [binance.py](https://github.com/Th0rgal/binance.py)
 The main difference is the development of the project for trading with many exchanges.
 
 Next is adding a new module ```exchanges_wrapper/exch_srv.py``` as a multiplexer layer, providing simultaneous async interaction for many accounts
@@ -40,11 +40,8 @@ Served methods describes into ```example/exch_client.py```
 - Adaptive algorithm to ensure maximum performance and avoid exceeding the rates limits
 - Passthrough logging
 - WSS keepalive
-- Reuse session for new client sessions
-- Utilizing Websocket API (bidirectional) for the most commonly used methods:
-    + Binance ws-api/v3
-    + Bitfinex Websocket Authenticated Inputs v2
-    + OKX WS v5
+- Reuse session for new client connections
+- [Utilizing Websocket API (bidirectional) for the most commonly used methods:](https://github.com/DogsTailFarmer/crypto-ws-api)
 
 ## Extra exchanges implementation features
 - Binance REST API and WSS are accepted as basic, connection of other exchanges wrapped their API to Binance compatible

{exchanges-wrapper-2.1.21rc2 → exchanges_wrapper-2.1.22}/exchanges_wrapper/__init__.py

@@ -2,7 +2,7 @@
 # -*- coding: utf-8 -*-
 """
 REST API and WebSocket asyncio wrapper with grpc powered multiplexer server
- for crypto exchanges (Binance, Bitfinex, OKX, Huobi)
+ for crypto exchanges (Binance, Bitfinex, OKX, Huobi, ByBit)
  Utilizes one connection for many accounts and trading pairs.
  For SPOT market only
 """
@@ -12,7 +12,7 @@ __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 __email__ = "jerry.fedorenko@yahoo.com"
 __credits__ = ["https://github.com/DanyaSWorlD"]
-__version__ = "2.1.21rc2"
+__version__ = "2.1.22"
 
 from pathlib import Path
 import shutil
@@ -20,9 +20,10 @@ import shutil
 from grpclib.server import Server, GRPCError, Status
 from grpclib.client import Channel
 from grpclib.utils import graceful_exit
+from grpclib import exceptions
 
 __all__ = [
-    Server, GRPCError, Status, Channel, graceful_exit
+    Server, GRPCError, Status, Channel, graceful_exit, exceptions
 ]
 
 WORK_PATH = Path(Path.home(), ".MartinBinance")

{exchanges-wrapper-2.1.21rc2 → exchanges_wrapper-2.1.22}/exchanges_wrapper/client.py

@@ -1,4 +1,3 @@
-import aiohttp
 from enum import Enum
 from typing import Union
 import decimal
@@ -12,7 +11,7 @@ from expiringdict import ExpiringDict
 import uuid
 from decimal import Decimal, ROUND_HALF_DOWN
 
-from exchanges_wrapper.http_client import ClientBinance, ClientBFX, ClientHBP, ClientOKX, ClientBybit
+from exchanges_wrapper.http_client import HttpClient
 from exchanges_wrapper.errors import ExchangePyError
 from exchanges_wrapper.web_sockets import UserEventsDataStream, \
     MarketEventsDataStream, \
@@ -31,7 +30,10 @@ logger = logging.getLogger(__name__)
 
 STATUS_TIMEOUT = 5  # sec, also use for lifetime limit for inactive order (Bitfinex) as 60 * STATUS_TIMEOUT
 USER_DATA_STREAM = "/api/v3/userDataStream"
-FALLBACK_WARNING = 'Fallback to HTTP API call due to None response from user WSS session'
+ORDER_ENDPOINT = "/api/v3/order"
+
+def fallback_warning(exchange, symbol=None):
+    logger.warning(f"{exchange}:{symbol}: Fallback to HTTP API call")
 
 def truncate(f, n):
     return math.floor(f * 10 ** n) / 10 ** n
@@ -59,29 +61,16 @@ class Client:
         self.master_name = acc['master_name']
         self.two_fa = acc['two_fa']
         #
-        self.session = aiohttp.ClientSession()
-        client_init_params = {
-            'api_key': self.api_key,
-            'api_secret': self.api_secret,
-            'passphrase': self.passphrase,
-            'endpoint': self.endpoint_api_auth,
-            'session': self.session,
-            'exchange': self.exchange,
-            'sub_account': self.sub_account,
-            'test_net': self.test_net
-        }
-        if self.exchange == 'binance':
-            self.http = ClientBinance(client_init_params)
-        elif self.exchange == 'bitfinex':
-            self.http = ClientBFX(client_init_params)
-        elif self.exchange == 'huobi':
-            self.http = ClientHBP(client_init_params)
-        elif self.exchange == 'okx':
-            self.http = ClientOKX(client_init_params)
-        elif self.exchange == 'bybit':
-            self.http = ClientBybit(client_init_params)
-        else:
-            raise UserWarning(f"Exchange {self.exchange} not yet connected")
+        self.http = HttpClient(
+            {
+                'api_key': self.api_key,
+                'api_secret': self.api_secret,
+                'passphrase': self.passphrase,
+                'endpoint': self.endpoint_api_auth,
+                'exchange': self.exchange,
+                'test_net': self.test_net
+            }
+        )
 
         if self.exchange in ('binance', 'okx', 'bitfinex', 'huobi'):
             self.user_session = UserWSSession(
@@ -157,7 +146,8 @@ class Client:
         logger.info(f"Info for {self.exchange}:{symbol} loaded successfully")
 
     async def close(self):
-        await self.session.close()
+        if self.http.session:
+            await self.http.session.close()
 
     @property
     def events(self):
@@ -825,8 +815,8 @@ class Client:
                 _signed=True
             )
             if binance_res is None:
-                logger.warning(FALLBACK_WARNING)
-                route = "/api/v3/order/test" if test else "/api/v3/order"
+                fallback_warning(self.exchange, symbol)
+                route = "/api/v3/order/test" if test else ORDER_ENDPOINT
                 binance_res = await self.http.send_api_call(route, "POST", data=params, signed=True)
         elif self.exchange == 'bitfinex':
             params = {
@@ -843,7 +833,7 @@ class Client:
             res = await self.user_session.handle_request(trade_id, "on", _params=params)
 
             if not res or (res and isinstance(res, list) and res[6] != 'SUCCESS'):
-                logger.warning(FALLBACK_WARNING)
+                fallback_warning(self.exchange, symbol)
                 logger.debug(f"create_order.bitfinex {new_client_order_id}: {res}")
                 res = await self.http.send_api_call(
                     "v2/auth/w/order/submit",
@@ -871,7 +861,7 @@ class Client:
             res = await self.user_session.handle_request(trade_id, "create-order", _params=params)
 
             if res is None:
-                logger.warning(FALLBACK_WARNING)
+                fallback_warning(self.exchange, symbol)
                 res = await self.http.send_api_call(
                     "v1/order/orders/place",
                     method="POST",
@@ -898,7 +888,7 @@ class Client:
             }
             res = await self.user_session.handle_request(trade_id, "order", _params=params)
             if res is None:
-                logger.warning(FALLBACK_WARNING)
+                fallback_warning(self.exchange, symbol)
                 res = await self.http.send_api_call(
                     "/api/v5/trade/order",
                     method="POST",
@@ -956,9 +946,9 @@ class Client:
                         _signed=True,
                     )
             if b_res is None:
-                logger.warning(FALLBACK_WARNING)
+                fallback_warning(self.exchange, symbol)
                 b_res =  await self.http.send_api_call(
-                    "/api/v3/order",
+                    ORDER_ENDPOINT,
                     params=params,
                     signed=True,
                 )
@@ -1048,9 +1038,9 @@ class Client:
                 _signed=True
             )
             if binance_res is None:
-                logger.warning(FALLBACK_WARNING)
+                fallback_warning(self.exchange, symbol)
                 binance_res = await self.http.send_api_call(
-                    "/api/v3/order",
+                    ORDER_ENDPOINT,
                     "DELETE",
                     params=params,
                     signed=True,
@@ -1063,7 +1053,7 @@ class Client:
             params = {'id': order_id}
             res = await self.user_session.handle_request(trade_id, "oc", _params=params)
             if res is None or (res and isinstance(res, list) and res[6] == 'ERROR'):
-                logger.warning(FALLBACK_WARNING)
+                fallback_warning(self.exchange, symbol)
                 logger.debug(f"cancel_order.bitfinex {order_id}: res1: {res}")
                 res = await self.http.send_api_call(
                         "v2/auth/w/order/cancel",
@@ -1150,7 +1140,7 @@ class Client:
                 _signed=True
             )
             if binance_res is None:
-                logger.warning(FALLBACK_WARNING)
+                fallback_warning(self.exchange, symbol)
                 binance_res = await self.http.send_api_call(
                     "/api/v3/openOrders",
                     "DELETE",
@@ -1163,7 +1153,7 @@ class Client:
             params = {'id': orders_id}
             res = await self.user_session.handle_request(trade_id, "oc_multi", _params=params)
             if not res or (res and isinstance(res, list) and res[6] != 'SUCCESS'):
-                logger.warning(FALLBACK_WARNING)
+                fallback_warning(self.exchange, symbol)
                 logger.debug(f"cancel_all_orders.bitfinex {orders_id}: res1: {res}")
                 res = await self.http.send_api_call(
                         "v2/auth/w/order/cancel/multi",
@@ -1183,7 +1173,7 @@ class Client:
             res = await self.user_session.handle_request(trade_id, "cancel", _params=params)
 
             if res is None:
-                logger.warning(FALLBACK_WARNING)
+                fallback_warning(self.exchange, symbol)
                 res = await self.http.send_api_call(
                     "v1/order/orders/batchcancel",
                     method="POST",
@@ -1273,7 +1263,7 @@ class Client:
                 _signed=True
             )
             if binance_res is None:
-                logger.warning(FALLBACK_WARNING)
+                fallback_warning(self.exchange, symbol)
                 binance_res = await self.http.send_api_call(
                     "/api/v3/openOrders",
                     params=params,
@@ -1518,7 +1508,7 @@ class Client:
                 _signed=True
             )
             if binance_res is None:
-                logger.warning(FALLBACK_WARNING)
+                fallback_warning(self.exchange)
                 binance_res = await self.http.send_api_call(
                     "/api/v3/account",
                     params=params,
@@ -1740,7 +1730,7 @@ class Client:
                 _signed=True
             )
             if binance_res is None:
-                logger.warning(FALLBACK_WARNING)
+                fallback_warning(self.exchange, symbol)
                 binance_res = await self.http.send_api_call(
                     "/api/v3/myTrades",
                     params=params,

{exchanges-wrapper-2.1.21rc2 → exchanges_wrapper-2.1.22}/exchanges_wrapper/exch_srv.py

@@ -25,17 +25,17 @@ from exchanges_wrapper.lib import (
     REST_RATE_LIMIT_INTERVAL,
     FILTER_TYPE_MAP,
 )
-from exchanges_wrapper.errors import ExchangeError
 #
-HEARTBEAT = 1  # Sec
+HEARTBEAT = 1  # sec
 MAX_QUEUE_SIZE = 100
+WSS_TICKER_TIMEOUT = 300  # sec
 #
 logger = logging.getLogger(__name__)
 formatter = logging.Formatter(fmt="[%(asctime)s: %(levelname)s] %(message)s")
 #
 fh = logging.handlers.RotatingFileHandler(LOG_FILE, maxBytes=1000000, backupCount=10)
 fh.setFormatter(formatter)
-fh.setLevel(logging.INFO)
+fh.setLevel(logging.DEBUG)
 #
 sh = logging.StreamHandler()
 sh.setFormatter(formatter)
@@ -91,6 +91,7 @@ class OpenClient:
 class Martin(mr.MartinBase):
     rate_limit_reached_time = None
     rate_limiter = None
+    ticker_update_time = {}
 
     async def rate_limit_control(self, exchange, ts_rlc, _call_from='default'):
         if exchange == 'bitfinex':
@@ -133,7 +134,7 @@ class Martin(mr.MartinBase):
         except asyncio.CancelledError:
             pass  # Task cancellation should not be logged as an error
         except asyncio.exceptions.TimeoutError:
-            await OpenClient.get_client(client_id).client.session.close()
+            await OpenClient.get_client(client_id).client.http.session.close()
             OpenClient.remove_client(request.account_name)
             raise GRPCError(status=Status.UNAVAILABLE, message=f"'{open_client.name}' timeout error")
         except Exception as ex:
@@ -188,7 +189,7 @@ class Martin(mr.MartinBase):
             self.log_and_raise_grpc_error(msg_header, Status.RESOURCE_EXHAUSTED, f"RateLimitReached: {ex}")
         except errors.HTTPError as ex:
             self.log_and_raise_grpc_error(msg_header, Status.FAILED_PRECONDITION, f"HTTPError: {ex}")
-        except ExchangeError as ex:
+        except errors.ExchangeError as ex:
             self.log_and_raise_grpc_error(msg_header, Status.OUT_OF_RANGE, str(ex))
         except Exception as ex:
             logger.error(f"{msg_header} exception: {ex}")
@@ -531,6 +532,7 @@ class Martin(mr.MartinBase):
                 logger.info(f"OnTickerUpdate: Stop loop for {open_client.name}: {request.symbol}")
                 return
             else:
+                Martin.ticker_update_time[request.trade_id] = time.time()
                 response.from_pydict(
                     {
                         'openPrice': _event.open_price,
@@ -775,14 +777,19 @@ class Martin(mr.MartinBase):
 
     async def check_stream(self, request: mr.MarketRequest) -> mr.SimpleResponse:
         response = mr.SimpleResponse()
-        response.success = False
-        if open_client := OpenClient.get_client(request.client_id):
-            client = open_client.client
-            response.success = bool(client.data_streams.get(request.trade_id))
+        check_time = time.time() - Martin.ticker_update_time.get(request.trade_id, time.time() - WSS_TICKER_TIMEOUT - 1)
+        if check_time < WSS_TICKER_TIMEOUT:
+            response.success = True
         else:
-            logger.warning(f"CheckStream request failed for {request.symbol}")
+            response.success = False
+            logger.warning(f"CheckStream request failed for {request.trade_id}")
         return response
 
+    async def client_restart(self, request: mr.MarketRequest) -> mr.SimpleResponse:
+        if session:=OpenClient.get_client(request.client_id).client.http.session:
+            await session.close()
+        OpenClient.remove_client(request.account_name)
+        return mr.SimpleResponse(success=True)
 
 async def stop_stream(client, trade_id):
     await client.stop_events_listener(trade_id)
@@ -820,7 +827,8 @@ async def amain(host: str = '127.0.0.1', port: int = 50051):
         await server.wait_closed()
 
         for oc in OpenClient.open_clients:
-            await oc.client.session.close()
+            if oc.client.http.session:
+                await oc.client.http.session.close()
 
         [task.cancel() for task in asyncio.all_tasks() if not task.done() and task is not asyncio.current_task()]
 
@@ -829,7 +837,7 @@ def main():
     try:
         asyncio.run(amain())
     except (asyncio.exceptions.CancelledError, grpclib.exceptions.StreamTerminatedError):
-        pass  # # Task cancellation should not be logged as an error
+        pass  # Task cancellation should not be logged as an error
     except Exception as ex:
         print(f"Exception: {ex}")
         print(traceback.format_exc())

{exchanges-wrapper-2.1.21rc2 → exchanges_wrapper-2.1.22}/exchanges_wrapper/exch_srv_cfg.toml.template

@@ -1,7 +1,6 @@
 # Parameters for exchanges-wrapper REST API Server exch_srv.py
-# Copyright © 2021 Jerry Fedorenko aka VM
+# Copyright © 2021-2025 Jerry Fedorenko aka VM
 # __version__ = "2.1.21"
-# TODO update from vertex
 # region endpoint
 [endpoint]
     [endpoint.binance]
@@ -24,12 +23,6 @@
         ws_api = 'wss://ws-api.binance.us:443/ws-api/v3'
         ws_api_test = 'wss://testnet.binance.vision/ws-api/v3'
 
-    [endpoint.ftx]
-        api_public = 'https://ftx.com/api'
-        ws_public = 'wss://ftx.com/ws/'
-        api_auth = 'https://ftx.com/api'
-        ws_auth = 'wss://ftx.com/ws/'
-
     [endpoint.bitfinex]
         api_public = 'https://api-pub.bitfinex.com'
         api_auth = 'https://api.bitfinex.com'
@@ -97,8 +90,9 @@
 # endregion
 
 # region Bitfinex accounts
-# Set up a sub-account two-fa (2FA) key and master_email (Main account EMail)
-# for transfer funds from sub-account to master account
+# Set up a subaccount two-fa (2FA) key and master_email (Main account EMail)
+# for transfer funds from subaccount to master account
+
 [[accounts]]
     exchange = 'bitfinex'
     name = 'Demo - Bitfinex'